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chris-vecchio/yieldcurve_hp.csv

Created March 26, 2021 18:26
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yieldcurve_hp.csv
date spread_10yr_3mo real_gdp_growth real_gdp_growth_forecast spread_qtrly_avg
2002-03-01 3.3199999 1.3181877
2002-06-01 3.3533332 1.3398496
2002-09-01 2.5866666 2.2144539
2002-12-01 2.6500001 2.0939846
2003-03-01 2.7433333 1.7712921
2003-06-01 2.5599999 2.0277188
2003-09-01 3.2833333 3.3017926
2003-12-01 3.3533332 4.3262777
2004-03-01 3.0899999 4.3038511
2004-06-01 3.5033333 4.2031779
2004-09-01 2.79 3.4315093
2004-12-01 2.1333334 3.2822928
2005-03-01 1.7133334 3.8710086
2005-06-01 1.2333333 3.5611849
2005-09-01 .77999997 3.5057034
2005-12-01 .57999998 3.1259625
2006-03-01 .06666667 3.3537328
2006-06-01 .24333334 3.1193142
2006-09-01 -.13666667 2.3664014
2006-12-01 -.40000001 2.5904982
2007-03-01 -.43666667 1.482282
2007-06-01 -.026666667 1.8258216
2007-09-01 .30666667 2.2203517
2007-12-01 .78666669 1.9738758
2008-03-01 1.5733334 1.1495291
2008-06-01 2.2333333 1.092279
2008-09-01 2.3433332 .0019148896
2008-12-01 2.95 -2.7534578
2009-03-01 2.52 -3.2894318
2009-06-01 3.1400001 -3.9245062
2009-09-01 3.3599999 -3.0497224
2009-12-01 3.4033334 .18332464
2010-03-01 3.6099999 1.7102251
2010-06-01 3.3433332 2.796334
2010-09-01 2.6300001 3.1785743
2010-12-01 2.7266667 2.5690117
2011-03-01 3.3333333 1.9312233
2011-06-01 3.1633334 1.7213784
2011-09-01 2.4033334 .94882596
2011-12-01 2.0333333 1.6094625
2012-03-01 1.97 2.6513417
2012-06-01 1.7366667 2.3614385
2012-09-01 1.54 2.5283332
2012-12-01 1.62 1.4683738
2013-03-01 1.8633333 1.5722841
2013-06-01 1.9466667 1.2618219
2013-09-01 2.6766667 1.9173032
2013-12-01 2.6833334 2.6140611
2014-03-01 2.7166667 1.4252579
2014-06-01 2.5899999 2.6720395
2014-09-01 2.47 3.1176467
2014-12-01 2.2566667 2.8769293
2015-03-01 1.9400001 4.1482863
2015-06-01 2.1466668 3.4515927
2015-09-01 2.1800001 2.5746315
2015-12-01 2.0633333 2.164732
2016-03-01 1.63 1.776861
2016-06-01 1.4933333 1.4084992
2016-09-01 1.2666667 1.5921309
2016-12-01 1.7 2.067477
2017-03-01 1.8433334 2.0666201
2017-06-01 1.36 2.18415
2017-09-01 1.1866666 2.3710341
2017-12-01 1.1433333 2.7030354
2018-03-01 1.1766666 3.077214
2018-06-01 1.0433333 3.3250065
2018-09-01 .85000002 3.1167517
2018-12-01 .67666668 2.4755712
2019-03-01 .21666667 2.2654543
2019-06-01 -.016666668 1.9630758
2019-09-01 -.22666667 2.0760009
2019-12-01 .18666667 2.3392279
2020-03-01 .24666667 .31925616
2020-06-01 .54333335 -9.0328379
2020-09-01 .53666669 -2.8482318
2020-12-01 .76999998 -2.3870366 -2.3870366
2021-03-01 -1.2642256 1.1933334
2021-06-01 -.5334546
2021-09-01 -.54987639
2021-12-01 .024887344
2022-03-01 1.0676731
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